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GHYB vs. GVIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GHYB vs. GVIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Goldman Sachs Hedge Industry VIP ETF (GVIP). The values are adjusted to include any dividend payments, if applicable.

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GHYB vs. GVIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
-0.61%9.38%7.76%12.13%-11.02%3.21%6.38%14.55%-2.01%0.27%
GVIP
Goldman Sachs Hedge Industry VIP ETF
-5.92%25.27%29.82%39.15%-31.95%11.86%44.12%30.21%-6.85%5.76%

Returns By Period

In the year-to-date period, GHYB achieves a -0.61% return, which is significantly higher than GVIP's -5.92% return.


GHYB

1D
0.96%
1M
-1.18%
YTD
-0.61%
6M
0.45%
1Y
7.31%
3Y*
7.85%
5Y*
3.82%
10Y*

GVIP

1D
4.35%
1M
-6.82%
YTD
-5.92%
6M
-4.60%
1Y
24.04%
3Y*
24.28%
5Y*
8.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GHYB vs. GVIP - Expense Ratio Comparison

GHYB has a 0.34% expense ratio, which is lower than GVIP's 0.45% expense ratio.


Return for Risk

GHYB vs. GVIP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GHYB
GHYB Risk / Return Rank: 7878
Overall Rank
GHYB Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GHYB Sortino Ratio Rank: 7979
Sortino Ratio Rank
GHYB Omega Ratio Rank: 8282
Omega Ratio Rank
GHYB Calmar Ratio Rank: 7171
Calmar Ratio Rank
GHYB Martin Ratio Rank: 8484
Martin Ratio Rank

GVIP
GVIP Risk / Return Rank: 6666
Overall Rank
GVIP Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GVIP Sortino Ratio Rank: 6363
Sortino Ratio Rank
GVIP Omega Ratio Rank: 6363
Omega Ratio Rank
GVIP Calmar Ratio Rank: 7171
Calmar Ratio Rank
GVIP Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GHYB vs. GVIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) and Goldman Sachs Hedge Industry VIP ETF (GVIP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GHYBGVIPDifference

Sharpe ratio

Return per unit of total volatility

1.33

1.04

+0.29

Sortino ratio

Return per unit of downside risk

2.00

1.55

+0.45

Omega ratio

Gain probability vs. loss probability

1.32

1.22

+0.09

Calmar ratio

Return relative to maximum drawdown

1.78

1.76

+0.02

Martin ratio

Return relative to average drawdown

9.23

6.94

+2.29

GHYB vs. GVIP - Sharpe Ratio Comparison

The current GHYB Sharpe Ratio is 1.33, which is comparable to the GVIP Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of GHYB and GVIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GHYBGVIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.33

1.04

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.43

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.71

-0.19

Correlation

The correlation between GHYB and GVIP is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GHYB vs. GVIP - Dividend Comparison

GHYB's dividend yield for the trailing twelve months is around 7.08%, more than GVIP's 0.36% yield.


TTM2025202420232022202120202019201820172016
GHYB
Goldman Sachs Access High Yield Corporate Bond ETF
7.08%7.00%6.65%6.20%5.67%4.46%4.75%5.57%5.68%1.45%0.00%
GVIP
Goldman Sachs Hedge Industry VIP ETF
0.36%0.34%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%

Drawdowns

GHYB vs. GVIP - Drawdown Comparison

The maximum GHYB drawdown since its inception was -21.48%, smaller than the maximum GVIP drawdown of -37.09%. Use the drawdown chart below to compare losses from any high point for GHYB and GVIP.


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Drawdown Indicators


GHYBGVIPDifference

Max Drawdown

Largest peak-to-trough decline

-21.48%

-37.09%

+15.61%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-13.67%

+9.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.08%

-37.09%

+21.01%

Current Drawdown

Current decline from peak

-1.57%

-9.91%

+8.34%

Average Drawdown

Average peak-to-trough decline

-2.62%

-7.71%

+5.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

3.47%

-2.68%

Volatility

GHYB vs. GVIP - Volatility Comparison

The current volatility for Goldman Sachs Access High Yield Corporate Bond ETF (GHYB) is 2.04%, while Goldman Sachs Hedge Industry VIP ETF (GVIP) has a volatility of 8.62%. This indicates that GHYB experiences smaller price fluctuations and is considered to be less risky than GVIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GHYBGVIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.04%

8.62%

-6.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

14.52%

-11.85%

Volatility (1Y)

Calculated over the trailing 1-year period

5.53%

23.32%

-17.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.68%

21.19%

-13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.35%

21.68%

-13.33%